xbox all the way man.
it owns every game console in stats, and games are pretty sweet too.
xbox has retro atari, or rather atari anthology with 85 atari games.
xbox also allows you to rip cds to its HD and then play them instead of the background music in games.
here is a full list of xbox action titles:
http://www.ebgames.com/ebx/categories/products/deptpage.asp?web_dept=xbox&web_sub_dept=Action+Adventure game cube is the cheapest and has zelda however if you really love zelda that much, but who wants a system that looks like a freaking barney purse?
downfall to ps2 they still want you to buy a multi-tap for more then 2 people to play. also the new ps2 is very small but doesnt have the HD capability as the other one, it could also over-heat if you look on other forums.
downfall to xbox is size, its a bit big, however u never need to buy a memory card. also, if you want to play online you have to pay 50 dollars a year, but it is all broadband unlike ps2 where 56k'ers get on and lag you incredibly badly.
downfall to gamecube is probably that graphics arent as well as ps2 or xbox, and you do have to buy an internet adapter which the game cube sits on. also, it has a lot of "kiddie" titles.
i have an xbox, its awesome. my friend and i bought a mod chip for his and even got linux running on it.
it just comes down to preference really, and which one has the most titles you want. just look around at ebgames.com because they all have their pros and cons.
EDIT: I forgot to point out, halo 2 sucks me. It's just like the first halo there's barley any variation. HL2 owns Halo2 in everything. The End.